+602.8%
ABBV vs FIVE
+505.3%
+97.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +2.2% | +2.4% | -0.3% | +1.9% |
| 30D | +8.0% | +15.8% | -7.9% | +6.3% |
| 3M | +19.1% | +3.8% | +15.3% | +18.4% |
| 6M | +43.5% | +18.5% | +25.0% | +40.3% |
| YTD | +32.7% | +31.2% | +1.5% | +27.9% |
| 1Y | +30.0% | +61.8% | -31.8% | +22.3% |
| 3Y | +134.7% | +39.9% | +94.9% | +118.2% |
| 5Y | +200.6% | +18.3% | +182.3% | +179.6% |
| All | +602.8% | +505.3% | +97.4% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling